Sectoral Nonlinear Causality Between Stock Market Volatility and the COVID-19 Pandemic: Evidence From India
نویسندگان
چکیده
This paper examines the linear and nonlinear relationship between daily confirmed COVID-19 cases sectoral stock market volatility in India. The Granger causality test reveals bidirectional causality. Further, we observe that exists . implies historical lagged information can have a significant role predicting market.
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ژورنال
عنوان ژورنال: Asian economics letters
سال: 2021
ISSN: ['2652-8681']
DOI: https://doi.org/10.46557/001c.21380